Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

Abstract

In this paper, we obtain an integral formula for the rate distortion function (RDF) of any Gaussian asymptotically wide sense stationary (AWSS) vector process. Applying this result, we also obtain an integral formula for the RDF of Gaussian moving average (MA) vector processes and of Gaussian autoregressive MA (ARMA) AWSS vector processes.

Keywords

• rate distortion function
• Gaussian vector processes
• MA vector processes
• ARMA vector processes
• AWSS vector processes